| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -1,493,470 | 12,295,499 | -3,475,316 | 1,026,860 | 203 | 401,907,809 | 0.031 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -6,894,485 | 6,894,485 | -7,059,284 | 603,363 |
| 1.0000 | 5,401,015 | 5,401,015 | 3,583,969 | 423,497 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 44 | 159,589 | -513,955 | 92,583 | 1,253,242 | 0.51 | 0.102 | 78,808 |
| CN | 87 | -1,302,087 | -2,914,789 | -3,193,738 | 6,998,090 | 1.32 | 0.108 | 629,664 |
| HK | 17 | 681,187 | -65,029 | 129,404 | 1,179,465 | 1.51 | 0.139 | 194,833 |
| ID | 1 | -2,738 | 0 | -675 | 2,738 | 0.25 | 0.093 | -255 |
| IN | 1 | -26,207 | 0 | -9,692 | 26,207 | 0.37 | 0.043 | -1,140 |
| KR | 14 | 134,768 | -102,957 | 146,545 | 340,683 | 0.59 | 0.183 | 20,238 |
| NZ | 1 | 31,927 | 0 | 8,641 | 31,927 | 0.27 | 0.180 | -5,758 |
| SG | 3 | -210,997 | -88,320 | -151,559 | 210,997 | 0.63 | 0.043 | 5,696 |
| TH | 20 | -532,870 | -298,877 | -196,063 | 1,808,768 | 0.33 | 0.080 | 70,510 |
| TW | 15 | -426,042 | -358,378 | -300,761 | 443,383 | 0.72 | 0.115 | 34,264 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 28 | -546,826 | -513,955 | -215,044 | 546,826 | 0.51 | -0.126 | 66,347 |
| 1.0000 | 16 | 706,415 | 0 | 307,627 | 706,415 | 0.52 | -0.034 | 12,461 | |
| CN | -1.0000 | 45 | -4,150,089 | -2,914,789 | -5,469,793 | 4,150,089 | 1.26 | -0.011 | 512,577 |
| 1.0000 | 42 | 2,848,002 | 0 | 2,276,055 | 2,848,002 | 1.38 | -0.007 | 117,087 | |
| HK | -1.0000 | 11 | -249,139 | -65,029 | -512,374 | 249,139 | 1.73 | 0.101 | -26,006 |
| 1.0000 | 6 | 930,326 | 0 | 641,778 | 930,326 | 1.12 | 0.186 | 220,839 | |
| ID | -1.0000 | 1 | -2,738 | 0 | -675 | 2,738 | 0.25 | 0.093 | -255 |
| IN | -1.0000 | 1 | -26,207 | 0 | -9,692 | 26,207 | 0.37 | 0.043 | -1,140 |
| KR | -1.0000 | 8 | -102,957 | -102,957 | -51,645 | 102,957 | 0.42 | -0.247 | 25,439 |
| 1.0000 | 6 | 237,725 | 0 | 198,189 | 237,725 | 0.81 | 0.008 | -5,202 | |
| NZ | 1.0000 | 1 | 31,927 | 0 | 8,641 | 31,927 | 0.27 | -0.180 | -5,758 |
| SG | -1.0000 | 3 | -210,997 | -88,320 | -151,559 | 210,997 | 0.63 | -0.013 | 5,696 |
| TH | -1.0000 | 18 | -1,170,819 | -298,877 | -338,811 | 1,170,819 | 0.34 | 0.017 | -15,821 |
| 1.0000 | 2 | 637,949 | 0 | 142,748 | 637,949 | 0.22 | 0.134 | 86,332 | |
| TW | -1.0000 | 14 | -434,713 | -358,378 | -309,692 | 434,713 | 0.69 | -0.071 | 36,526 |
| 1.0000 | 1 | 8,671 | 0 | 8,931 | 8,671 | 1.03 | -0.261 | -2,262 |